CME Canadian Dollar Future September 2018


Trading Metrics calculated at close of trading on 23-Mar-2018
Day Change Summary
Previous Current
22-Mar-2018 23-Mar-2018 Change Change % Previous Week
Open 0.7780 0.7761 -0.0020 -0.3% 0.7665
High 0.7817 0.7821 0.0003 0.0% 0.7821
Low 0.7750 0.7759 0.0009 0.1% 0.7650
Close 0.7766 0.7798 0.0032 0.4% 0.7798
Range 0.0067 0.0061 -0.0006 -8.2% 0.0171
ATR 0.0052 0.0053 0.0001 1.3% 0.0000
Volume 46 145 99 215.2% 436
Daily Pivots for day following 23-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.7977 0.7949 0.7832
R3 0.7915 0.7887 0.7815
R2 0.7854 0.7854 0.7809
R1 0.7826 0.7826 0.7804 0.7840
PP 0.7793 0.7793 0.7793 0.7800
S1 0.7765 0.7765 0.7792 0.7779
S2 0.7731 0.7731 0.7787
S3 0.7670 0.7703 0.7781
S4 0.7608 0.7642 0.7764
Weekly Pivots for week ending 23-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.8268 0.8203 0.7892
R3 0.8097 0.8033 0.7845
R2 0.7927 0.7927 0.7829
R1 0.7862 0.7862 0.7814 0.7895
PP 0.7756 0.7756 0.7756 0.7772
S1 0.7692 0.7692 0.7782 0.7724
S2 0.7586 0.7586 0.7767
S3 0.7415 0.7521 0.7751
S4 0.7245 0.7351 0.7704
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7821 0.7650 0.0171 2.2% 0.0054 0.7% 87% True False 87
10 0.7839 0.7650 0.0189 2.4% 0.0047 0.6% 79% False False 123
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8082
2.618 0.7982
1.618 0.7920
1.000 0.7882
0.618 0.7859
HIGH 0.7821
0.618 0.7797
0.500 0.7790
0.382 0.7782
LOW 0.7759
0.618 0.7721
1.000 0.7698
1.618 0.7659
2.618 0.7598
4.250 0.7498
Fisher Pivots for day following 23-Mar-2018
Pivot 1 day 3 day
R1 0.7795 0.7783
PP 0.7793 0.7769
S1 0.7790 0.7754

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These figures are updated between 7pm and 10pm EST after a trading day.

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